+1.7%
HYG vs FN
-19.6%
+21.2%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.7% | +0.1% |
| 7D | -0.2% | +8.0% | -8.2% | -0.4% |
| 30D | +0.6% | -19.1% | +19.7% | +0.9% |
| 3M | -1.2% | -29.8% | +28.6% | -0.8% |
| 6M | -0.4% | -43.2% | +42.8% | +0.3% |
| YTD | +0.8% | -18.9% | +19.8% | +0.5% |
| 1Y | +1.7% | -17.9% | +19.5% | +1.1% |
| All | +1.7% | -19.6% | +21.2% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling